+48.6%
CHRW vs Z
-55.4%
+104.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | +0.6% | -4.6% | +5.1% | +1.1% |
| 30D | -7.3% | +8.3% | -15.6% | -8.4% |
| 3M | -14.2% | -11.6% | -2.6% | -13.2% |
| 6M | -25.1% | -33.6% | +8.6% | -21.4% |
| YTD | -21.2% | -56.7% | +35.5% | -13.0% |
| 1Y | -14.2% | -59.1% | +45.0% | -4.7% |
| 3Y | +63.5% | -20.4% | +83.9% | +61.3% |
| All | +48.6% | -55.4% | +104.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling